Macs that come with OS X Lion or Mountain Lion have got Internet Recovery, that allows you to reinstall Mac OS X even if you haven't got it installed in the hard disk. See > http://support.apple.com/kb/HT4718
To start in Internet Recovery, hold Command, Option (Alt) and R keys while your Mac is starting. Then, follow the steps to reinstall Mac OS X.
If you don't see any drive to install OS X, your hard drive isn't formatted. Close the Mac OS X installer and open Disk Utility. You have to select the hard drive at the top of the sidebar, go to Erase tab and erase the drive with Mac OS Extended (Journaled) as format. Finally, close Disk Utility and install Mac OS X. See > http://pondini.org/OSX/DU1.html
Internet Recovery may install the original Mac OS X version that come with your MacBook Pro. If it came with Lion and Lion is installed, open the App Store, go to Purchases tab and download Mountain Lion